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Special Relativity in Financial Modeling 1.0.0
Lorentz transforms, spacetime classification, and geodesic price paths for quantitative finance
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Physical and financial constants for the SRFM system. More...
#include <cstddef>Go to the source code of this file.
Namespaces | |
| namespace | srfm |
| namespace | srfm::constants |
Variables | |
| static constexpr double | srfm::constants::BETA_MAX_SAFE = 0.9999 |
| static constexpr double | srfm::constants::BETA_NEWTONIAN_THRESHOLD = 0.1 |
| Below this β, relativistic corrections are negligible (γ ≈ 1 + β²/2). | |
| static constexpr double | srfm::constants::FLOAT_EPSILON = 1e-12 |
| General floating-point comparison epsilon. | |
| static constexpr double | srfm::constants::METRIC_SINGULARITY_EPSILON = 1e-14 |
| Epsilon for metric invertibility check (det(g) must exceed this). | |
| static constexpr double | srfm::constants::MIN_VOLATILITY = 1e-8 |
| Minimum volatility to prevent a singular diagonal metric entry. | |
| static constexpr double | srfm::constants::SPEED_OF_INFORMATION = 1.0 |
| static constexpr double | srfm::constants::DEFAULT_GEODESIC_STEP = 0.01 |
| Default proper-time step for geodesic integration. | |
| static constexpr double | srfm::constants::DEFAULT_FD_STEP = 1e-5 |
| Default finite-difference step for numerical metric derivatives. | |
| static constexpr std::size_t | srfm::constants::MIN_RETURN_SERIES_LENGTH = 30 |
| static constexpr double | srfm::constants::DEFAULT_RISK_FREE_RATE = 0.0 |
| Default annualised risk-free rate (zero — excess-return framing by default). | |
| static constexpr double | srfm::constants::ANNUALISATION_FACTOR = 252.0 |
| Default annualisation factor: 252 trading days per year. | |
Physical and financial constants for the SRFM system.
READ-ONLY for all agents except the designated maintainer. Submit a CROSS_AGENT_REQUESTS.md entry to propose additions.
Definition in file constants.hpp.